+264.1%
AG vs TSLQ
-95.5%
+359.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.2% | -4.6% |
| 7D | -5.8% | +5.7% | -11.5% | -5.1% |
| 30D | +6.4% | -21.1% | +27.4% | +4.3% |
| 3M | +28.4% | -11.5% | +39.9% | +29.4% |
| 6M | -24.5% | -14.9% | -9.5% | -22.8% |
| YTD | +21.2% | +2.4% | +18.8% | +25.9% |
| 1Y | +114.1% | -49.8% | +163.9% | +115.9% |
| All | +264.1% | -95.5% | +359.6% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling